+153.0%
DASH vs XLB
+32.8%
+120.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.4% |
| 7D | -10.6% | -1.4% | -9.2% | -9.6% |
| 30D | +2.2% | -0.4% | +2.5% | +2.4% |
| 3M | +32.3% | +2.0% | +30.3% | +30.2% |
| 6M | +19.1% | +1.8% | +17.3% | +16.8% |
| YTD | -6.5% | +16.6% | -23.1% | -19.1% |
| 1Y | -14.9% | +16.9% | -31.8% | -26.7% |
| All | +153.0% | +32.8% | +120.3% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling